/Engine/Source/Runtime/Core/Public/Misc/Paths.h
Sets the extension of the given filename (like ChangeExtension, but also applies the extension if the file doesn't have one)
static [FString](API\Runtime\Core\Containers\FString) SetExtension ( const [FString](API\Runtime\Core\Containers\FString) & InPath, const [FString](API\Runtime\Core\Containers\FString) & InNewExtension )